概率论与数理统计 (Spring 2023)/Problem Set 3

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  • 每道题目的解答都要有完整的解题过程，中英文不限。
  • 我们推荐大家使用LaTeX, markdown等对作业进行排版。

Assumption throughout Problem Set 3

Without further notice, we are working on probability space [math]\displaystyle{ (\Omega,\mathcal{F},\mathbf{Pr}) }[/math].

Without further notice, we assume that the expectation of random variables are well-defined.

The term [math]\displaystyle{ \log }[/math] used in this context refers to the natural logarithm.

Problem 1

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